CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7544 |
0.0001 |
0.0% |
0.7542 |
| High |
0.7561 |
0.7559 |
-0.0002 |
0.0% |
0.7603 |
| Low |
0.7531 |
0.7537 |
0.0006 |
0.1% |
0.7512 |
| Close |
0.7540 |
0.7541 |
0.0001 |
0.0% |
0.7542 |
| Range |
0.0030 |
0.0022 |
-0.0008 |
-26.7% |
0.0091 |
| ATR |
0.0073 |
0.0070 |
-0.0004 |
-5.0% |
0.0000 |
| Volume |
8,779 |
1,239 |
-7,540 |
-85.9% |
362,300 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7598 |
0.7553 |
|
| R3 |
0.7590 |
0.7576 |
0.7547 |
|
| R2 |
0.7568 |
0.7568 |
0.7545 |
|
| R1 |
0.7554 |
0.7554 |
0.7543 |
0.7550 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7544 |
| S1 |
0.7532 |
0.7532 |
0.7539 |
0.7528 |
| S2 |
0.7524 |
0.7524 |
0.7537 |
|
| S3 |
0.7502 |
0.7510 |
0.7535 |
|
| S4 |
0.7480 |
0.7488 |
0.7529 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7775 |
0.7592 |
|
| R3 |
0.7734 |
0.7684 |
0.7567 |
|
| R2 |
0.7643 |
0.7643 |
0.7559 |
|
| R1 |
0.7593 |
0.7593 |
0.7550 |
0.7588 |
| PP |
0.7552 |
0.7552 |
0.7552 |
0.7550 |
| S1 |
0.7502 |
0.7502 |
0.7534 |
0.7497 |
| S2 |
0.7461 |
0.7461 |
0.7525 |
|
| S3 |
0.7370 |
0.7411 |
0.7517 |
|
| S4 |
0.7279 |
0.7320 |
0.7492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7603 |
0.7513 |
0.0090 |
1.2% |
0.0048 |
0.6% |
31% |
False |
False |
53,298 |
| 10 |
0.7627 |
0.7505 |
0.0122 |
1.6% |
0.0064 |
0.8% |
30% |
False |
False |
68,690 |
| 20 |
0.7677 |
0.7488 |
0.0189 |
2.5% |
0.0074 |
1.0% |
28% |
False |
False |
73,424 |
| 40 |
0.7773 |
0.7488 |
0.0285 |
3.8% |
0.0072 |
1.0% |
19% |
False |
False |
67,156 |
| 60 |
0.8173 |
0.7488 |
0.0685 |
9.1% |
0.0070 |
0.9% |
8% |
False |
False |
67,088 |
| 80 |
0.8235 |
0.7488 |
0.0747 |
9.9% |
0.0071 |
0.9% |
7% |
False |
False |
56,331 |
| 100 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0070 |
0.9% |
6% |
False |
False |
45,138 |
| 120 |
0.8375 |
0.7488 |
0.0887 |
11.8% |
0.0071 |
0.9% |
6% |
False |
False |
37,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7617 |
|
1.618 |
0.7595 |
|
1.000 |
0.7581 |
|
0.618 |
0.7573 |
|
HIGH |
0.7559 |
|
0.618 |
0.7551 |
|
0.500 |
0.7548 |
|
0.382 |
0.7545 |
|
LOW |
0.7537 |
|
0.618 |
0.7523 |
|
1.000 |
0.7515 |
|
1.618 |
0.7501 |
|
2.618 |
0.7479 |
|
4.250 |
0.7444 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7541 |
| PP |
0.7546 |
0.7540 |
| S1 |
0.7543 |
0.7540 |
|